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EF

Empirical Finance Portfolio holdings

AUM $2.13B
1-Year Est. Return 29.56%
This Fund
S&P 500
This Quarter Est. Return
+9.59%
1 Year Est. Return
+29.56%
3 Year Est. Return
+97.59%
5 Year Est. Return
+123.59%
10 Year Est. Return
–
AUM
$966M
AUM Growth
+$123M
Cap. Flow
+$60.3M
Cap. Flow %
6.24%
Top 10 Hldgs %
26%
Holding
507
New
27
Increased
444
Reduced
17
Closed
14

Top Buys

Rank Stock Value
1
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$6.37M
2
AAPL icon
Apple
AAPL
+$4.07M
3
MSFT icon
Microsoft
MSFT
+$3.76M
4
HIDE icon
Alpha Architect High Inflation and Deflation ETF
HIDE
+$3.62M
5
NTSX icon
WisdomTree US Efficient Core Fund
NTSX
+$2.13M

Top Sells

Rank Stock Value
1
VTIP icon
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
+$5.46M
2
BIL icon
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
+$2.06M
3
VWO icon
Vanguard FTSE Emerging Markets ETF
VWO
+$1.9M
4
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
+$1.84M
5
AAVM
EA Series Trust Alpha Architect Global Factor Equity ETF
AAVM
+$1.2M

Sector Composition

Rank Sector Weight
1 Technology 19.81%
2 Healthcare 13.66%
3 Financials 11.12%
4 Consumer Discretionary 8.39%
5 Industrials 7.78%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EMN icon
451
Eastman Chemical
EMN
$8.39B
$281K 0.03%
3,452
+203
+6% +$16.4K
MPWR icon
452
Monolithic Power Systems
MPWR
$69.5B
$279K 0.03%
789
+115
+17% +$41.3K
ON icon
453
ON Semiconductor
ON
$19.3B
$276K 0.03%
4,433
+1,171
+36% +$78.1K
JNPR
454
DELISTED
Juniper Networks
JNPR
$276K 0.03%
8,644
+663
+8% +$20.1K
UHS icon
455
Universal Health Services
UHS
$10.3B
$272K 0.03%
+1,930
New +$228K
CSGP icon
456
CoStar Group
CSGP
$12.4B
$270K 0.03%
+3,499
New +$273K
TFX icon
457
Teleflex
TFX
$6.13B
$267K 0.03%
1,071
-2
-0.2% -$441
PTIN icon
458
Pacer Trendpilot International ETF
PTIN
$186M
$263K 0.03%
+10,827
New +$265K
FOXA icon
459
Fox Class A
FOXA
$26.4B
$259K 0.03%
8,524
+598
+8% +$18.2K
CE icon
460
Celanese
CE
$4.85B
$257K 0.03%
2,516
-62
-2% -$6.15K
EPAM icon
461
EPAM Systems
EPAM
$4.87B
$257K 0.03%
784
+137
+21% +$46.6K
TAP icon
462
Molson Coors Class B
TAP
$7.94B
$256K 0.03%
4,967
+394
+9% +$20.2K
BWA icon
463
BorgWarner
BWA
$13.8B
$248K 0.03%
+6,993
New +$238K
QRVO icon
464
Qorvo
QRVO
$8.48B
$246K 0.03%
2,713
+179
+7% +$16.2K
KMX icon
465
CarMax
KMX
$8.29B
$243K 0.03%
3,994
+10
+0.3% +$642
WRK
466
DELISTED
WestRock Company
WRK
$242K 0.03%
+6,890
New +$240K
CMA
467
DELISTED
Comerica
CMA
$241K 0.03%
3,607
+280
+8% +$19.4K
HII icon
468
Huntington Ingalls Industries
HII
$12.7B
$240K 0.02%
1,042
+78
+8% +$18.4K
MKTX icon
469
MarketAxess Holdings
MKTX
$5.72B
$238K 0.02%
+854
New +$220K
AAP icon
470
Advance Auto Parts
AAP
$3.46B
$232K 0.02%
1,579
-12
-0.8% -$1.94K
POOL icon
471
Pool Corp
POOL
$7.42B
$231K 0.02%
765
+67
+10% +$21.2K
PNW icon
472
Pinnacle West Capital
PNW
$12.2B
$226K 0.02%
+2,972
New +$212K
TRMB icon
473
Trimble
TRMB
$13.6B
$226K 0.02%
4,469
+562
+14% +$31.3K
MOH icon
474
Molina Healthcare
MOH
$10B
$224K 0.02%
+679
New +$231K
MDT icon
475
Medtronic
MDT
$110B
$223K 0.02%
2,873
+361
+14% +$29.3K
17 18
19
20 21

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BCM
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NAAA
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IVAV
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GA
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HJGA
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BWC
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Empirical Finance's Q4 2022 Portfolio in Review

As of Q4 2022, Empirical Finance held 507 positions worth $966M, up 15% from $843M the previous quarter. Its ten largest holdings account for 26% of the portfolio.

Empirical Finance deployed $60.3M of net new capital in Q4 2022, opening 27 new positions and adding to 444 existing holdings. Its largest new stake was Alpha Architect High Inflation and Deflation ETF: 146,138 shares worth $3.42M.

By sector, the portfolio is most concentrated in Technology at 20% of assets, down from 20% a quarter earlier, followed by Healthcare and Financials.

On the sell side, the largest reduction was State Street SPDR Bloomberg 1-3 Month T-Bill ETF, an estimated $2.06M trimmed.

  • Empirical Finance's largest Q4 2022 buy was Alpha Architect High Inflation and Deflation ETF: 146,138 shares worth $3.42M.
  • Empirical Finance added most to iShares 0-1 Year Treasury Bond ETF in Q4 2022, an estimated $6.37M increase.
  • Empirical Finance's biggest Q4 2022 reduction was State Street SPDR Bloomberg 1-3 Month T-Bill ETF, cutting an estimated $2.06M.
  • Empirical Finance fully exited Vanguard Short-Term Inflation-Protected Securities Index Fund in Q4 2022, selling an estimated $5.46M.
  • Empirical Finance's ten largest holdings make up 26% of its $966M portfolio in Q4 2022.
  • Empirical Finance opened 27 new positions and closed 14 in Q4 2022.
  • Empirical Finance's portfolio value rose 15% quarter-over-quarter to $966M.

Based on Empirical Finance's 13F filing for Q4 2022, filed 24 Jan 2023.